Related papers: Finite-size corrections in the random assignment p…

Large Language Models can generate synthetic survey responses at low cost, but their accuracy varies unpredictably across questions. We study the design problem of allocating a fixed budget of human respondents across estimation tasks when…

We consider a version of D. Price's model for the growth of a bibliographic network, where in each iteration a constant number of citations is randomly allocated according to a weighted combination of accidental (uniformly distributed) and…

We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…

We derive a-priori error estimates for the finite-element approximation of a distributed optimal control problem governed by the steady one-dimensional Burgers equation with pointwise box constraints on the control. Here the approximation…

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…

In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common distribution $F$, where $F(x+\Delta)=F((x, x+T])$ is an $\mathcal{O}$-regularly varying…

We get back to the computation of the leading finite size corrections to some random link matching problems, first adressed by Mezard and Parisi [J. Physique 48 (1987) 1451-1459]. In the so-called bipartite case, their result is in…

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…

In this paper we discuss the numerical solution of elliptic distributed optimal control problems with state or control constraints when the control is considered in the energy norm. As in the unconstrained case we can relate the…

We give an exact solution for the complete distribution of component sizes in random networks with arbitrary degree distributions. The solution tells us the probability that a randomly chosen node belongs to a component of size s, for any…

We analyze large deviations of the time-averaged activity in the one dimensional Fredrickson-Andersen model, both numerically and analytically. The model exhibits a dynamical phase transition, which appears as a singularity in the large…

This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

We consider vector fixed point (FP) equations in large dimensional spaces involving random variables, and study their realization-wise solutions. We have an underlying directed random graph, that defines the connections between various…

I discuss and criticize the use of "dual transformations" to calculate "shadow moments" in the distribution of epidemic fatalities. I show how this transformation is arbitrary and not only yields an unjustified functional form for the…

Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…

We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…

The recent paper "Finite size effects in the averaged eigenvalue density of Wigner random-sign real symmetric matrices" by G.S. Dhesi and M. Ausloos [Phys. Rev. E 93 (2016), 062115] uses the replica method to compute the $1/N$ correction to…

We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling…

In systems belonging to the universality class of the random field Ising model, the standard hyperscaling relation between critical exponents does not hold, but is replaced by a modified hyperscaling relation. As a result, standard…